S&P GSCI All Crude Spot Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
71.99%
decreased by 3.29%
1 Week
71.74%
decreased by 3.54%
1 Month
70.76%
decreased by 4.52%
Analysis last updated: Friday, April 24, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2392 | 5.25 | |
| 0.0589 | 55.94 | |
| 0.9950 | 1,052.87 | |
| 6.3954 | 9.63 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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